+161.5%
AMGN vs DOC
-21.9%
+183.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.8% |
| 7D | +5.9% | +8.7% | -2.8% | +3.3% |
| 30D | +18.7% | +7.6% | +11.1% | +16.1% |
| 3M | +23.4% | -5.3% | +28.7% | +25.2% |
| 6M | +49.7% | +27.6% | +22.1% | +38.6% |
| YTD | +49.2% | +32.4% | +16.8% | +36.1% |
| 1Y | +65.7% | +22.9% | +42.9% | +54.8% |
| 3Y | +94.0% | +43.1% | +50.9% | +72.6% |
| All | +161.5% | -21.9% | +183.4% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling